NYMEX Natural Gas Future June 2009


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 7.076 7.231 0.155 2.2% 7.330
High 7.220 7.360 0.140 1.9% 7.453
Low 7.068 7.170 0.102 1.4% 7.068
Close 7.137 7.216 0.079 1.1% 7.216
Range 0.152 0.190 0.038 25.0% 0.385
ATR 0.223 0.223 0.000 0.0% 0.000
Volume 966 2,384 1,418 146.8% 7,115
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 7.819 7.707 7.321
R3 7.629 7.517 7.268
R2 7.439 7.439 7.251
R1 7.327 7.327 7.233 7.288
PP 7.249 7.249 7.249 7.229
S1 7.137 7.137 7.199 7.098
S2 7.059 7.059 7.181
S3 6.869 6.947 7.164
S4 6.679 6.757 7.112
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 8.401 8.193 7.428
R3 8.016 7.808 7.322
R2 7.631 7.631 7.287
R1 7.423 7.423 7.251 7.335
PP 7.246 7.246 7.246 7.201
S1 7.038 7.038 7.181 6.950
S2 6.861 6.861 7.145
S3 6.476 6.653 7.110
S4 6.091 6.268 7.004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 7.453 7.068 0.385 5.3% 0.158 2.2% 38% False False 1,423
10 7.800 7.068 0.732 10.1% 0.175 2.4% 20% False False 1,330
20 8.510 7.068 1.442 20.0% 0.197 2.7% 10% False False 1,040
40 9.114 7.068 2.046 28.4% 0.220 3.1% 7% False False 805
60 9.637 7.068 2.569 35.6% 0.216 3.0% 6% False False 754
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 8.168
2.618 7.857
1.618 7.667
1.000 7.550
0.618 7.477
HIGH 7.360
0.618 7.287
0.500 7.265
0.382 7.243
LOW 7.170
0.618 7.053
1.000 6.980
1.618 6.863
2.618 6.673
4.250 6.363
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 7.265 7.215
PP 7.249 7.215
S1 7.232 7.214

These figures are updated between 7pm and 10pm EST after a trading day.

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